Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 77.852544 88.701431 101.510758 118.034452 139.227762 166.165741 204.189251
2024-12-15 63.282309 76.465437 93.666926 118.730442 156.249437 214.271867 321.300374
2024-12-22 52.927858 65.986257 83.986745 112.158616 158.703032 241.487680 432.695442
2024-12-29 49.464683 63.668703 84.404289 119.509746 184.658697 323.783947 782.051966
2025-01-05 45.017018 59.099805 80.416637 118.426171 194.972628 383.527468 1263.709299
2025-01-12 41.044351 54.642598 75.767546 114.905641 198.874039 432.144931 2010.691856
2025-01-19 37.218934 49.967088 70.085397 108.251700 193.515431 450.633972 2840.339517
2025-01-26 36.472243 49.938976 72.001068 116.346755 226.210532 643.903402 19803.264141
2025-02-02 35.848083 50.002948 74.036939 125.203669 266.711131 986.770257 NaN
2025-02-09 34.383641 48.523751 73.087297 127.398968 289.621058 1341.371715 NaN
2025-02-16 32.646816 46.428177 70.734220 125.873332 299.776255 1673.452040 NaN
2025-02-23 31.033799 44.415277 68.315272 123.720246 306.952799 2067.000792 NaN
2025-03-02 29.392476 42.318146 65.680838 120.977108 312.633591 2609.455863 NaN
2025-03-09 28.093577 40.736653 63.917218 120.186340 327.073763 3784.201334 NaN
2025-03-16 26.331065 38.224332 60.080135 113.350937 311.137234 3829.638835 NaN
2025-03-23 26.064294 38.340221 61.512337 120.812397 369.403159 13708.769068 NaN
2025-03-30 25.064431 37.062373 59.953133 119.708678 383.670148 35026.099044 NaN
2025-04-06 23.945436 35.501330 57.668683 116.128298 381.575441 76928.723482 NaN
2025-04-13 22.649518 33.554772 54.441682 109.364407 356.784440 54989.999795 NaN
2025-04-20 22.623364 33.936644 56.171574 117.593704 435.844248 NaN NaN
2025-04-27 22.599911 34.318445 57.947328 126.603840 543.181532 NaN NaN
2025-05-04 22.114835 33.791574 57.648203 128.838121 601.566110 NaN NaN
2025-05-11 21.431334 32.846164 56.317710 127.285352 620.983410 NaN NaN